CME Japanese Yen Future September 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6937 |
0.6907 |
-0.0030 |
-0.4% |
0.7103 |
| High |
0.6951 |
0.6928 |
-0.0023 |
-0.3% |
0.7113 |
| Low |
0.6906 |
0.6892 |
-0.0014 |
-0.2% |
0.6935 |
| Close |
0.6910 |
0.6902 |
-0.0009 |
-0.1% |
0.6937 |
| Range |
0.0045 |
0.0036 |
-0.0009 |
-20.0% |
0.0179 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
108,267 |
122,837 |
14,570 |
13.5% |
614,692 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7015 |
0.6994 |
0.6921 |
|
| R3 |
0.6979 |
0.6958 |
0.6911 |
|
| R2 |
0.6943 |
0.6943 |
0.6908 |
|
| R1 |
0.6922 |
0.6922 |
0.6905 |
0.6915 |
| PP |
0.6907 |
0.6907 |
0.6907 |
0.6903 |
| S1 |
0.6886 |
0.6886 |
0.6898 |
0.6879 |
| S2 |
0.6871 |
0.6871 |
0.6895 |
|
| S3 |
0.6835 |
0.6850 |
0.6892 |
|
| S4 |
0.6799 |
0.6814 |
0.6882 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7530 |
0.7412 |
0.7035 |
|
| R3 |
0.7352 |
0.7234 |
0.6986 |
|
| R2 |
0.7173 |
0.7173 |
0.6970 |
|
| R1 |
0.7055 |
0.7055 |
0.6953 |
0.7025 |
| PP |
0.6995 |
0.6995 |
0.6995 |
0.6980 |
| S1 |
0.6877 |
0.6877 |
0.6921 |
0.6847 |
| S2 |
0.6816 |
0.6816 |
0.6904 |
|
| S3 |
0.6638 |
0.6698 |
0.6888 |
|
| S4 |
0.6459 |
0.6520 |
0.6839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7034 |
0.6892 |
0.0142 |
2.1% |
0.0044 |
0.6% |
7% |
False |
True |
120,208 |
| 10 |
0.7113 |
0.6892 |
0.0221 |
3.2% |
0.0056 |
0.8% |
4% |
False |
True |
132,455 |
| 20 |
0.7302 |
0.6892 |
0.0410 |
5.9% |
0.0076 |
1.1% |
2% |
False |
True |
158,763 |
| 40 |
0.7359 |
0.6892 |
0.0467 |
6.8% |
0.0070 |
1.0% |
2% |
False |
True |
177,121 |
| 60 |
0.7412 |
0.6892 |
0.0520 |
7.5% |
0.0068 |
1.0% |
2% |
False |
True |
134,011 |
| 80 |
0.7678 |
0.6892 |
0.0786 |
11.4% |
0.0066 |
1.0% |
1% |
False |
True |
100,595 |
| 100 |
0.7904 |
0.6892 |
0.1012 |
14.7% |
0.0064 |
0.9% |
1% |
False |
True |
80,495 |
| 120 |
0.7904 |
0.6892 |
0.1012 |
14.7% |
0.0062 |
0.9% |
1% |
False |
True |
67,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7081 |
|
2.618 |
0.7022 |
|
1.618 |
0.6986 |
|
1.000 |
0.6964 |
|
0.618 |
0.6950 |
|
HIGH |
0.6928 |
|
0.618 |
0.6914 |
|
0.500 |
0.6910 |
|
0.382 |
0.6906 |
|
LOW |
0.6892 |
|
0.618 |
0.6870 |
|
1.000 |
0.6856 |
|
1.618 |
0.6834 |
|
2.618 |
0.6798 |
|
4.250 |
0.6739 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6910 |
0.6928 |
| PP |
0.6907 |
0.6919 |
| S1 |
0.6904 |
0.6910 |
|